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~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject:"Bayes-Statistik"
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Volatilität
Bayes-Statistik
4,647
Bayesian inference
4,646
Theorie
1,936
Theory
1,936
Estimation
875
Schätzung
873
Forecasting model
786
Prognoseverfahren
786
Estimation theory
541
Schätztheorie
541
VAR model
488
VAR-Modell
488
Markov chain
433
Markov-Kette
433
Time series analysis
433
Zeitreihenanalyse
433
Bayesian estimation
370
Monte Carlo simulation
357
Monte-Carlo-Simulation
357
Volatility
329
Dynamic equilibrium
326
Dynamisches Gleichgewicht
326
Stochastic process
287
Stochastischer Prozess
287
USA
284
United States
284
Modellierung
265
Scientific modelling
265
Geldpolitik
261
Monetary policy
261
Game theory
228
Spieltheorie
228
Regression analysis
221
Regressionsanalyse
221
Schock
216
Shock
216
Statistical distribution
199
Statistische Verteilung
199
Business cycle
192
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188
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51
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Article
329
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Article in journal
Aufsatz in Zeitschrift
329
Working Paper
190
Graue Literatur
188
Non-commercial literature
188
Arbeitspapier
179
Aufsatz im Buch
9
Book section
9
Hochschulschrift
9
Thesis
4
Collection of articles written by one author
3
Sammlung
3
Reprint
2
Bibliografie
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English
329
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Chan, Joshua
10
Poon, Aubrey
6
Rodriguez, Gabriel
6
Carriero, Andrea
5
Clark, Todd E.
5
Cross, Jamie
5
Marcellino, Massimiliano
5
Nakajima, Jouchi
5
Pajor, Anna
5
Galeano, Pedro
4
Gupta, Rangan
4
Koop, Gary
4
Li, Yong
4
Maheu, John M.
4
Meyer, Renate
4
West, Mike
4
Yu, Jun
4
Österholm, Pär
4
Asai, Manabu
3
Ausín, M. Concepción
3
Bouri, Elie
3
Dimitrakopoulos, Stefanos
3
Guidolin, Massimo
3
Hou, Chenghan
3
Huber, Florian
3
Karali, Berna
3
Karlsson, Sune
3
Kostrzewski, Maciej
3
Liu, Jia
3
Luo, Jiawen
3
Men, Zhongxian
3
Mumtaz, Haroon
3
Nonejad, Nima
3
Ravazzolo, Francesco
3
Wirjanto, Tony S.
3
Alanya, Willy
2
Amir Ahmadi, Pooyan
2
Ardia, David
2
Berg, Andreas
2
Bognanni, Mark
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Journal of econometrics
23
Energy economics
15
Econometric reviews
12
International journal of forecasting
12
Journal of applied econometrics
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Computational economics
7
Econometrics : open access journal
7
Economic modelling
7
Journal of forecasting
7
Economics letters
6
Finance research letters
6
Applied economics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International journal of finance & economics : IJFE
5
Journal of economic dynamics & control
5
Macroeconomic dynamics
5
Research in international business and finance
5
Applied economics letters
4
Central European journal of economic modelling and econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international money and finance
4
Journal of risk and financial management : JRFM
4
The econometrics journal
4
The journal of futures markets
4
Journal of banking & finance
3
Journal of empirical finance
3
Journal of financial markets
3
Journal of macroeconomics
3
Quantitative economics : QE ; journal of the Econometric Society
3
Quantitative finance
3
Quantitative finance and economics
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
American journal of agricultural economics
2
Economics, management and financial markets
2
Finance a úvěr
2
Financial innovation : FIN
2
International journal of computational economics and econometrics
2
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ECONIS (ZBW)
329
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311
Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
Saved in:
312
Flexible threshold models for modelling interest rate volatility
Dellaportas, Petros
;
Denison, David G. T.
;
Holmes, Chris
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 419-437
Persistent link: https://www.econbiz.de/10003509144
Saved in:
313
Multivariate stochastic volatility models : Bayesian estimation and model comparison
Yu, Jun
;
Meyer, Renate
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 361-384
Persistent link: https://www.econbiz.de/10003355796
Saved in:
314
Foreign exchange intervention by the bank of Japan : Bayesian analysis using a bivariate stochastic volatility model
Smith, Michael
;
Pitts, Andrew
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 425-451
Persistent link: https://www.econbiz.de/10003355808
Saved in:
315
The nature of power spikes : a regime-switch approach
Jong, Cyriel de
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003559018
Saved in:
316
Bayesian range-based estimation of stochastic volatility models
Brandt, Michael W.
;
Jones, Christopher S.
- In:
Finance research letters
2
(
2005
)
4
,
pp. 201-209
Persistent link: https://www.econbiz.de/10003219463
Saved in:
317
Drifts and volatilities : monetary policies and outcomes in the post WWII US
Cogley, Timothy
;
Sargent, Thomas J.
- In:
Review of economic dynamics
8
(
2005
)
2
,
pp. 262-302
Persistent link: https://www.econbiz.de/10003080276
Saved in:
318
Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
Osiewalski, Jacek
;
Pipień, Mateusz
- In:
Journal of econometrics
123
(
2004
)
2
,
pp. 371-391
Persistent link: https://www.econbiz.de/10002361773
Saved in:
319
Bayesian analysis of a structural change in volatility using the Gibbs sampler with an application to stock market returns
Kezim, Boualem
;
Pariseau, Susan E.
- In:
The journal of business and economic studies
10
(
2004
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10002095395
Saved in:
320
The less-volatile US economy : a Bayesian investigation of timing, breadth, and potential explanations
Kim, Chang-jin
;
Nelson, Charles R.
;
Piger, Jeremy Max
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10001891451
Saved in:
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